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Mirror descent (MD) is a powerful first-order optimization technique that subsumes several optimization algorithms including gradient descent (GD). In this work, we develop a semi-definite programming (SDP) framework to analyze the…

Optimization and Control · Mathematics 2022-01-19 Youbang Sun , Mahyar Fazlyab , Shahin Shahrampour

We study the problem of multiclass classification with an extremely large number of classes (k), with the goal of obtaining train and test time complexity logarithmic in the number of classes. We develop top-down tree construction…

Machine Learning · Computer Science 2015-11-17 Anna Choromanska , John Langford

This paper studies the generalization performance of multi-class classification algorithms, for which we obtain, for the first time, a data-dependent generalization error bound with a logarithmic dependence on the class size, substantially…

Machine Learning · Computer Science 2015-06-16 Yunwen Lei , Ürün Dogan , Alexander Binder , Marius Kloft

This study presents a Bayesian learning perspective towards model predictive control algorithms. High-level frameworks have been developed separately in the earlier studies on Bayesian learning and sampling-based model predictive control.…

Machine Learning · Computer Science 2022-03-14 Namhoon Cho , Seokwon Lee , Hyo-Sang Shin , Antonios Tsourdos

Mirror Descent (MD) is a well-known method of solving non-smooth convex optimization problems. This paper analyzes the stochastic variant of MD with adaptive stepsizes. Its convergence on average is shown to be faster than with the fixed…

Optimization and Control · Mathematics 2017-05-08 Anastasia Bayandina

We consider the large sum of DC (Difference of Convex) functions minimization problem which appear in several different areas, especially in stochastic optimization and machine learning. Two DCA (DC Algorithm) based algorithms are proposed:…

Optimization and Control · Mathematics 2019-11-12 Hoai An Le Thi , Hoai Minh Le , Duy Nhat Phan , Bach Tran

We consider the problem of optimizing a high-dimensional convex function using stochastic zeroth-order queries. Under sparsity assumptions on the gradients or function values, we present two algorithms: a successive component/feature…

Machine Learning · Statistics 2018-02-27 Yining Wang , Simon Du , Sivaraman Balakrishnan , Aarti Singh

In this paper, we consider a general stochastic optimization problem which is often at the core of supervised learning, such as deep learning and linear classification. We consider a standard stochastic gradient descent (SGD) method with a…

Machine Learning · Statistics 2018-12-27 Lam M. Nguyen , Nam H. Nguyen , Dzung T. Phan , Jayant R. Kalagnanam , Katya Scheinberg

Attention mechanisms have revolutionized several domains of artificial intelligence, such as natural language processing and computer vision, by enabling models to selectively focus on relevant parts of the input data. While recent work has…

Machine Learning · Computer Science 2026-02-03 Addison Kristanto Julistiono , Davoud Ataee Tarzanagh , Navid Azizan

Recently there has been a surge of interest in understanding implicit regularization properties of iterative gradient-based optimization algorithms. In this paper, we study the statistical guarantees on the excess risk achieved by…

Machine Learning · Statistics 2020-08-28 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

In this work, we describe a generic approach to show convergence with high probability for stochastic convex optimization. In previous works, either the convergence is only in expectation or the bound depends on the diameter of the domain.…

Optimization and Control · Mathematics 2022-10-04 Alina Ene , Huy L. Nguyen

This paper presents a novel stochastic gradient descent algorithm for constrained optimization. The proposed algorithm randomly samples constraints and components of the finite sum objective function and relies on a relaxed logarithmic…

Optimization and Control · Mathematics 2025-05-13 Naum Dimitrieski , Jing Cao , Christian Ebenbauer

Do object part localization methods produce bilaterally symmetric results on mirror images? Surprisingly not, even though state of the art methods augment the training set with mirrored images. In this paper we take a closer look into this…

Computer Vision and Pattern Recognition · Computer Science 2015-01-22 Heng Yang , Ioannis Patras

Classification is an important statistical learning tool. In real application, besides high prediction accuracy, it is often desirable to estimate class conditional probabilities for new observations. For traditional problems where the…

Statistics Theory · Mathematics 2025-03-18 Guo Xian Yau , Chong Zhang

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

Multimodality is one of the biggest difficulties for optimization as local optima are often preventing algorithms from making progress. This does not only challenge local strategies that can get stuck. It also hinders meta-heuristics like…

Neural and Evolutionary Computing · Computer Science 2020-10-05 Vera Steinhoff , Pascal Kerschke , Pelin Aspar , Heike Trautmann , Christian Grimme

Many classification applications require accurate probability estimates in addition to good class separation but often classifiers are designed focusing only on the latter. Calibration is the process of improving probability estimates by…

Machine Learning · Computer Science 2020-01-31 Tuomo Alasalmi , Jaakko Suutala , Heli Koskimäki , Juha Röning

Bayesian few-shot classification has been a focal point in the field of few-shot learning. This paper seamlessly integrates mirror descent-based variational inference into Gaussian process-based few-shot classification, addressing the…

Machine Learning · Computer Science 2024-05-08 Tianjun Ke , Haoqun Cao , Feng Zhou

Optimization by stochastic gradient descent is an important component of many large-scale machine learning algorithms. A wide variety of such optimization algorithms have been devised; however, it is unclear whether these algorithms are…

Machine Learning · Computer Science 2014-02-26 Tom Schaul , Ioannis Antonoglou , David Silver

Classification tasks in machine learning involving more than two classes are known by the name of "multi-class classification". Performance indicators are very useful when the aim is to evaluate and compare different classification models…

Machine Learning · Statistics 2020-08-14 Margherita Grandini , Enrico Bagli , Giorgio Visani
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